Preheat oven to 350 degrees. Grease 2 (9x13–inch) glass baking dishes. In a small bowl, whisk together flour, baking powder, salt, and cinnamon. In bowl of stand mixer, beat the butter at medium speed and then add sugar, eggs, and vanilla and blend until smooth. Reduce speed to low and add flour mixture, blending until well mixed. Stir in nuts. Divide dough into 4 equal pieces.
On a large sheet of waxed paper dusted with flour, roll 1 portion of dough to 10 inches wide and 12 inches long. Spread ¼ of the jam and other desired fillings to cover the dough. Use the waxed paper to lift one 12-inch end of the dough and roll it over twice. Place rolled-up dough in pan. Repeat with the remaining ingredients, placing two breads side by side in each pan. Sprinkle loaves with sugar. Bake for 30 to 40 minutes or until lightly golden.
Excerpted from The Lincoln Del Cookbook: Best-Loved Recipes from the Legendary Bakery and Deli by Wendy Zelkin Rosenstein and Kit Naylor, foreword by Thomas L. Friedman.